+1,369.7%
CRWD vs F
+111.3%
+1,258.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.2% |
| 7D | -2.4% | +5.3% | -7.8% | -3.7% |
| 30D | +1.5% | +4.6% | -3.0% | +0.3% |
| 3M | +18.5% | -3.7% | +22.2% | +19.3% |
| 6M | +109.1% | +16.8% | +92.3% | +98.7% |
| YTD | +81.8% | +15.3% | +66.5% | +72.9% |
| 1Y | +106.7% | +31.0% | +75.7% | +89.1% |
| 3Y | +428.7% | +45.4% | +383.3% | +355.7% |
| 5Y | +206.4% | +54.7% | +151.7% | +159.4% |
| All | +1,369.7% | +111.3% | +1,258.4% | +871.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling